+7.8%
LOW vs AME
+83.9%
-76.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -0.6% | +1.3% | -1.9% | -1.4% |
| 30D | -9.3% | -6.6% | -2.7% | -5.8% |
| 3M | -8.1% | +3.0% | -11.0% | -10.2% |
| 6M | -19.8% | +5.3% | -25.1% | -22.7% |
| YTD | -16.4% | +15.4% | -31.8% | -23.8% |
| 1Y | -24.7% | +26.8% | -51.5% | -35.3% |
| 3Y | -8.8% | +56.5% | -65.3% | -33.9% |
| 5Y | +7.8% | +85.2% | -77.5% | -29.8% |
| All | +7.8% | +83.9% | -76.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling